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An Asymptotic Analysis of Nearly Unstable inar (1) Models

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  • Drost, F.C.

    (Tilburg University, School of Economics and Management)

  • van den Akker, R.

    (Tilburg University, School of Economics and Management)

  • Werker, B.J.M.

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "An Asymptotic Analysis of Nearly Unstable inar (1) Models," Other publications TiSEM 6e89d2b0-1d07-4f01-9b2f-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:6e89d2b0-1d07-4f01-9b2f-57afcdee4528
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    References listed on IDEAS

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    1. Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
    2. Hellstrom, Jorgen, 2001. "Unit root testing in integer-valued AR(1) models," Economics Letters, Elsevier, vol. 70(1), pages 9-14, January.
    3. M. A. Al‐Osh & A. A. Alzaid, 1987. "First‐Order Integer‐Valued Autoregressive (Inar(1)) Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(3), pages 261-275, May.
    4. Jeganathan, P., 1995. "Some Aspects of Asymptotic Theory with Applications to Time Series Models," Econometric Theory, Cambridge University Press, vol. 11(5), pages 818-887, October.
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    1. Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.

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